Statistical inference for time series with non-precise data

DOI10.1016/J.IJAR.2019.08.002MaRDI QIDQ2302790zbMATH OpenOpenAlexWikidataFDO

Authors W. Lee, Hye-Young Jung

Publication date 26 February 2020

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2019.08.002

zbMATH Keywords

asymptotic relative efficiencyconsistencyfuzzy autoregressive modelfuzzy least squares estimationfuzzy time seriesnormality

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86)

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Cites work

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• Approximation Theorems of Mathematical Statistics
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• Fuzzy random variables
• Fuzzy random variables - II. Algorithms and examples for the discrete case
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• Fuzzy sets
• Fuzzy time series and its models
• General fuzzy least squares
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Cited in

(6)

• Least absolute deviations estimation for uncertain autoregressive model
• Uncertain time series analysis with imprecise observations
• INFERENCE ON NONPARAMETRICALLY TRENDING TIME SERIES WITH FRACTIONAL ERRORS
• Asymptotic properties of least squares estimation for a new fuzzy autoregressive model
• A unified approach to asymptotic behaviors for the autoregressive model with fuzzy data
• Nonparametric time series modeling based on fuzzy data

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